Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 185'509 | 50'000 | 50'912 CHF | 14'243 CHF | 99.77% | 99.77% |
12.07.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 189'005 | 49'990 | 51'194 CHF | 14'046 CHF | 97.74% | 97.74% |
11.07.2024 | 4.74% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 182'051 | 47'583 | 48'739 CHF | 13'277 CHF | 97.19% | 97.19% |
10.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 190'799 | 50'000 | 51'315 CHF | 13'960 CHF | 100.00% | 100.00% |
09.07.2024 | 3.60% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 187'233 | 50'000 | 51'050 CHF | 14'155 CHF | 100.00% | 100.00% |
08.07.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 173'472 | 50'000 | 51'391 CHF | 15'320 CHF | 100.00% | 100.00% |
05.07.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 169'545 | 49'983 | 51'632 CHF | 15'751 CHF | 91.76% | 91.76% |
04.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 170'439 | 50'000 | 52'003 CHF | 15'757 CHF | 98.64% | 98.64% |
03.07.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 179'339 | 50'000 | 51'240 CHF | 14'797 CHF | 98.07% | 98.07% |
02.07.2024 | 3.69% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 192'719 | 50'000 | 51'313 CHF | 13'845 CHF | 100.00% | 100.00% |